Error Estimates for a Discrete Approximation to Constrained Control Problems

DOI10.1137/0718032zbMath0469.65045OpenAlexW2027472105MaRDI QIDQ3923526

Asen L. Dontchev

Publication date: 1981

Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0718032

zbMATH Keywords

optimal controlconvergence ratelinear dynamicscontrol constraintsconvex costsEuler's integration schemeinequality state

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Discrete approximations in optimal control (49M25) Optimality conditions for problems involving ordinary differential equations (49K15)

Related Items (8)

Control parametrization: a unified approach to optimal control problems with general constraints ⋮ Direct transcription solution of higher-index optimal control problems and the virtual index ⋮ Pointwise error estimates of numerical solutions to linear quadratic optimal control problems ⋮ Convergence of the forward-backward sweep method in optimal control ⋮ On Some Open Problems in Optimal Control ⋮ A new approach to Lipschitz continuity in state constrained optimal control ⋮ Some comments on DAE theory for IRK methods and trajectory optimization ⋮ The Euler approximation in state constrained optimal control

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